RBC Small Cap Core Fund R6 (RBRCX)

17.03 -0.06 (-0.35%) USD  |  Dec 13 2024
More

RBRCX Max Drawdown (5Y): 50.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for RBRCX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
ClearBridge Small Cap Fund R 47.09%
Virtus Small-Cap Fund R6 40.77%
American Century Small Company Fund R 46.02%
MassMutual Small Cap Value Equity Fund R4 46.33%
DWS Small Cap Core Fund R6 47.92%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.467
Beta (5Y) 1.201
Alpha (vs YCharts Benchmark) (5Y) 0.0945
Beta (vs YCharts Benchmark) (5Y) 0.9996
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.64%
Historical Sharpe Ratio (5Y) 0.2845
Historical Sortino (5Y) 0.3376
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.23%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:RBRCX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:RBRCX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.